He loves Wu like a father figure even though Wu would treat him badly when he was younger. He will never blame Wu for what happened, he knows deep down its all his fault, and he only takes his rage out on Wu to make himself feel better.
When Wu took him in Morro found a green dress in the closet of the room he was staying in. He found it pretty and remembered he would see girls where it out when he lived on the streets. So he then decided to wear it out. Wu didn't like it. He got crazy mad at Morro.
As Morro grew older and found out he wasn't the green Ninja, he began to rebel. First it was not obeying. Wu didn't care to much about it. He's only yell. Next was swearing, which came to a stop when Wu shoved soap in his mouth and almost drowned Morro in the tub while he washed his mouth out. Now Morro hates swears.
Morro is very confused about his identity. He doesn't see himself as placed in one gender category or Sexuality. He doesn't understand it himself but he knows he doesn't feel right. Wu didn't like the whole LGBTQ+ thing though so Morro stopped talking about it and wondering aloud. Especially after the dress thing.
One time Morro heard Wu talking on the phone with Misako. It was the first time he'd ever heard the name Lloyd. Ever since then he wanted to meet Lloyd, but when he realized he was the green Ninja, he decided to push down all thoughts of wanting to meet him in a good way.
Morro only cares about the role of the green Ninja because that was the only thing Wu seemed to like about Morro. It was the one time someone ever said anything nice about him so he was heartbroken when he found out he wasn't the green Ninja.
When Wu held out his hand for Morro to take before he left in the water, Morro wanted to take his hand. The reason he didn't was because he felt like he deserved all the pain, and plus he didn't want to ruin their lives with his presence. Deep down he also knew Wu would treat him bad again.